+370.4%
IWM vs VEU
+174.2%
+196.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | +0.3% | +0.5% | -0.2% | -0.1% |
| 30D | +0.6% | -2.3% | +2.9% | +2.8% |
| 3M | -6.2% | -4.4% | -1.8% | -2.3% |
| 6M | -0.8% | -2.2% | +1.4% | +1.1% |
| YTD | +14.8% | +10.9% | +3.8% | +3.7% |
| 1Y | +16.1% | +13.4% | +2.8% | +2.9% |
| 3Y | +71.5% | +69.7% | +1.8% | +5.2% |
| 5Y | +25.8% | +50.0% | -24.2% | -13.1% |
| 10Y | +155.4% | +145.8% | +9.6% | +16.2% |
| All | +370.4% | +174.2% | +196.2% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling